-21.1%
GIS vs TSEM
+1,313.0%
-1,334.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.3% |
| 7D | -6.4% | -4.9% | -1.5% | -6.5% |
| 30D | -6.1% | -18.7% | +12.6% | -6.4% |
| 3M | +7.8% | -18.1% | +26.0% | +7.7% |
| 6M | -8.8% | +77.1% | -85.9% | -9.1% |
| YTD | -19.1% | +80.1% | -99.3% | -19.5% |
| 1Y | -24.8% | +220.4% | -245.1% | -25.9% |
| 3Y | -37.6% | +650.1% | -687.6% | -40.4% |
| 5Y | -25.4% | +628.9% | -654.3% | -29.4% |
| All | -21.1% | +1,313.0% | -1,334.0% | -31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TSEM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling